CFTC

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15 Apr 2019 — RegTek.Solutions Feed

by Brian Lynch, CEO & Co-Founder of RegTek.Solutions


US Map CFTC Swap Reporting

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15 May 2018 — DRS Ltd Feed

There is mounting pressure to revisit a fundamental aspect of the IM calculation methodology. The BCBS-IOSCO 2015 framework mandates an IM determination based on a 99% VAR over a fixed 10 day liquidation horizon[1]. ISDA have published a paper by Professor Rama Cont, Chair of Mathematical Finance at Imperial College London, which advocates for a […]

The blog post at DRS comments on the paper from the CFTC that fundamentally revisits how risk is measured and managed in the uncleared market. Worth a read, Bill.

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07 Dec 2016 — ISDA Feed

Those of you who have come to an ISDA conference, read our comment letters or, indeed, read this blog over the past several years know that cross-border harmonization matters a lot to us and our members. The derivatives markets are global, and end users have been able to benefit from tapping into a single, global liquidity pool when putting on their hedges. Split that single pool into multiple liquidity puddles, each distinct from the other, and end users face less choice, higher costs, and a lower chance of executing large-sized trades, particularly in stressed markets.

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07 Oct 2014 — Bill Hodgson

Some pointed comments by the commissioner worth reading

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06 Oct 2014 — Bill Hodgson

Craig Pirrong covers reasons why there is a standoff between the EU Commission and the US CFTC over granting the US 'equivalence' on rules resulting from the Dodd Frank Act. A speech given at the FIA Conference in Burgenstock illustrates some of the feelings within the EU about the outcome of CFTC rule making under Gary Gensler, departed Chairman of the CFTC. You can read the full post over at Craig's website here.

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24 Sep 2014 — Ben Larah

Risk Magazine recently broke the news that CME will be launching clearing for IR swaptions by November 3rd, pending CFTC approval.

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04 Jul 2014 — Bill Hodgson

An article at Risk, now public, explains the deep uncertainty around the outcome of the CFTC exemption consideratons for non-US CCPs

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27 May 2014 — Sol Steinberg

CFTC Examines DCOs and SEFs

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14 May 2014 — Tom Riesack

European Regulation

Esma Chief Warns Securities Regulators on Monitoring Risk

Securities watchdogs have inadequate resources to cope with their new regulatory responsibility for monitoring systemic risk, the EU’s top markets regulator has warned. FT: Esma Chief Warns Securities Regulators on Monitoring Risk.

 

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09 Apr 2014 — Tom Riesack

European Regulation

ESMA Sheds Light on Supervision of TRs

The European Securities and Markets Authority (ESMA) has published a summary of its 2014 supervisory work plan in relation to EMIR trade repositories (TRs). DRS: ESMA Sheds Light on Supervision of TRs.

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26 Mar 2014 — Tom Riesack

European Regulation

The Clock Starts Ticking Towards European Mandatory Clearing | OMX Authorised

If you haven't already heard, Nasdaq OMX announced they are the first European CCP to be authorised under EMIR - something they're quite happy about, you can read the press release here from this page here. Whilst this is good news for OMX, it means the EMIR process now starts moving forward towards mandatory clearing, something the US have already experienced.

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26 Mar 2014 — Tom Riesack

The Clock Starts Ticking Towards European Mandatory Clearing | OMX Authorised

If you haven't already heard, Nasdaq OMX announced they are the first European CCP to be authorised under EMIR - something they're quite happy about, you can read the press release here from this page here. Whilst this is good news for OMX, it means the EMIR process now starts moving forward towards mandatory clearing, something the US have already experienced.

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